trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -842,774 16,274,582 -1,075,621 777,393 361 248,712,052 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -8,558,678 8,558,678 -6,546,678 625,170
1 7,715,904 7,715,904 5,471,057 152,223

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -29,257 -538,014 -38,600 1,642,271 0.39 0.121 25,820
CN 127 -592,968 -1,338,128 -1,012,549 3,633,769 1.70 0.093 145,645
HK 11 -842,343 -679,918 -251,724 1,982,031 1.20 0.110 242,027
ID 3 -729,816 0 57,841 731,020 -0.07 0.069 52,573
IN 8 -291,033 0 -68,523 324,211 0.20 0.044 12,375
JP 152 1,290,095 -1,572,672 198,842 6,993,551 0.50 0.078 297,336
NZ 1 2,173 0 -71 2,173 -0.03 0.145 -316
SG 5 401,141 0 117,682 401,141 0.38 0.066 -19,358
TH 17 -116,907 -191,911 -83,370 498,276 0.24 0.133 31,103
TW 2 66,139 0 4,852 66,139 0.17 0.091 -9,812

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -835,764 -538,014 -278,024 835,764 0.46 -0.142 89,380
1 14 806,507 0 239,424 806,507 0.29 -0.079 -63,560
CN -1 82 -2,113,368 -1,338,128 -3,210,009 2,113,368 1.70 0.024 -33,606
1 45 1,520,401 0 2,197,460 1,520,401 1.70 0.067 179,250
HK -1 5 -1,412,187 -679,918 -896,780 1,412,187 1.08 -0.088 190,324
1 6 569,844 0 645,055 569,844 1.29 0.121 51,703
ID -1 2 -730,418 0 57,871 730,418 -0.08 -0.072 52,536
1 1 602 0 -30 602 -0.05 0.062 37
IN -1 7 -307,622 0 -69,189 307,622 0.23 -0.016 10,589
1 1 16,589 0 666 16,589 0.04 0.108 1,787
JP -1 62 -2,851,728 -1,572,672 -2,068,160 2,851,728 0.57 -0.103 271,934
1 90 4,141,823 0 2,267,003 4,141,823 0.46 -0.034 25,401
NZ 1 1 2,173 0 -71 2,173 -0.03 -0.145 -316
SG 1 5 401,141 0 117,682 401,141 0.38 -0.066 -19,358
TH -1 15 -307,591 -191,911 -82,387 307,591 0.26 -0.130 44,012
1 2 190,685 0 -984 190,685 0.08 -0.073 -12,909
TW 1 2 66,139 0 4,852 66,139 0.17 -0.091 -9,812